ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 09-Mar-2011
Day Change Summary
Previous Current
08-Mar-2011 09-Mar-2011 Change Change % Previous Week
Open 810.9 820.8 9.9 1.2% 818.3
High 825.7 824.7 -1.0 -0.1% 828.9
Low 803.1 813.0 9.9 1.2% 799.9
Close 821.6 815.6 -6.0 -0.7% 822.8
Range 22.6 11.7 -10.9 -48.2% 29.0
ATR 14.1 13.9 -0.2 -1.2% 0.0
Volume 5,627 21,351 15,724 279.4% 1,670
Daily Pivots for day following 09-Mar-2011
Classic Woodie Camarilla DeMark
R4 852.8 846.0 822.0
R3 841.3 834.3 818.8
R2 829.5 829.5 817.8
R1 822.5 822.5 816.8 820.3
PP 817.8 817.8 817.8 816.5
S1 810.8 810.8 814.5 808.5
S2 806.0 806.0 813.5
S3 794.3 799.3 812.5
S4 782.8 787.5 809.3
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 904.3 892.5 838.8
R3 875.3 863.5 830.8
R2 846.3 846.3 828.0
R1 834.5 834.5 825.5 840.3
PP 817.3 817.3 817.3 820.0
S1 805.5 805.5 820.3 811.3
S2 788.3 788.3 817.5
S3 759.3 776.5 814.8
S4 730.3 747.5 806.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 828.9 801.5 27.4 3.4% 18.5 2.3% 51% False False 6,136
10 828.9 792.0 36.9 4.5% 17.0 2.1% 64% False False 3,240
20 834.1 791.7 42.4 5.2% 12.8 1.6% 56% False False 1,747
40 834.1 764.8 69.3 8.5% 10.0 1.2% 73% False False 929
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.7
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 874.5
2.618 855.3
1.618 843.8
1.000 836.5
0.618 832.0
HIGH 824.8
0.618 820.3
0.500 818.8
0.382 817.5
LOW 813.0
0.618 805.8
1.000 801.3
1.618 794.0
2.618 782.3
4.250 763.3
Fisher Pivots for day following 09-Mar-2011
Pivot 1 day 3 day
R1 818.8 815.0
PP 817.8 814.5
S1 816.8 814.0

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These figures are updated between 7pm and 10pm EST after a trading day.

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